+83.7%
F vs OKTA
+647.7%
-564.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.3% | -4.6% | 0.0% |
| 7D | -0.6% | -3.9% | +3.3% | -0.3% |
| 30D | +2.9% | -23.5% | +26.4% | +5.7% |
| 3M | -9.5% | +19.7% | -29.2% | -12.6% |
| 6M | +4.0% | +111.6% | -107.6% | -7.6% |
| YTD | -1.3% | +105.4% | -106.6% | -12.6% |
| 1Y | -1.9% | +108.4% | -110.3% | -13.4% |
| 3Y | +53.5% | +167.8% | -114.3% | +28.7% |
| 5Y | -15.1% | -33.8% | +18.7% | -24.0% |
| All | +83.7% | +647.7% | -564.0% | +36.4% |
Cumulative growth
Daily Returns
Daily percentage return beside OKTA.
Daily Out/Under-Performance
Portfolio return minus OKTA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OKTA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded OKTA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling